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R-SIG-Finance August 2006

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Thursday, August 31, 2006 6 emails
Krishna Kumar Risk management research simulation questions Dirk Eddelbuettel UKSIP - Quantitative investment professionals meetings davidr at rhotrading.com R GUI crashes with RBloomberg package Paolo Rossi R GUI crashes with RBloomberg package gyadav at ccilindia.co.in Risk management research simulation questions gyadav at ccilindia.co.in Risk management research simulation questions
Tuesday, August 29, 2006 4 emails
Brian G. Peterson Risk management research simulation questions Krishna Kumar Risk management research simulation questions Krishna Kumar Risk management research simulation questions Ricardo Zambrano Aguilera HSAUR
Monday, August 28, 2006 4 emails
Joe Byers Risk management research simulation questions Brian G. Peterson Risk management research simulation questions Joe Byers Risk management research simulation questions Joe Byers Risk management research simulation questions
Friday, August 25, 2006 1 email
Victor Gushchin ca.po Pz test question
Thursday, August 24, 2006 8 emails
Diethelm Wuertz Problem with garch (tseries) Diethelm Wuertz marginal model with AR-t-GARCH model Diethelm Wuertz Problems using garchFit() in package fseries Hannu Kahra mean-(scalar) portfolio optimization Brian G. Peterson mean-(scalar) portfolio optimization michael mathews Problem with garch (tseries) David Kane mean-(scalar) portfolio optimization Patrick Burns mean-(scalar) portfolio optimization
Wednesday, August 23, 2006 6 emails
Gabor Grothendieck anyone have RDCOMClient? Pijus Virketis anyone have RDCOMClient? Brian G. Peterson mean-(scalar) portfolio optimization Patrick Burns mean-(scalar) portfolio optimization Brian G. Peterson mean-(scalar) portfolio optimization Hannu Kahra Problem with garch (tseries)
Tuesday, August 22, 2006 5 emails
Joe W. Byers marginal model with AR-t-GARCH model Stefan Westermair Problems using garchFit() in package fseries Ricardo Zambrano Aguilera Problem with garch (tseries) Xiaochen Sun marginal model with AR-t-GARCH model Patrick Burns Problem with garch (tseries)
Monday, August 21, 2006 3 emails
Hannu Kahra Problem with garch (tseries) Mark Leeds Problem with garch (tseries) Ricardo Zambrano Aguilera Problem with garch (tseries)
Saturday, August 19, 2006 3 emails
Eric Zivot Problem with garch (tseries) Adrian Trapletti Problem with garch (tseries) Patrick Burns Problem with garch (tseries)
Friday, August 18, 2006 6 emails
michael mathews Problem with garch (tseries) Ricardo Zambrano Aguilera Problem with garch (tseries) Ricardo Zambrano Aguilera Problem with garch (tseries) Patrick Burns Problem with garch (tseries) Joe W. Byers Problem with garch (tseries) Adrian Trapletti Problem with garch (tseries)
Thursday, August 17, 2006 5 emails
Gabor Grothendieck Data and label skew in plot.timeSeries? (fCalendar) Gabor Grothendieck Data and label skew in plot.timeSeries? (fCalendar) Peter Carl Data and label skew in plot.timeSeries? (fCalendar) michael mathews Problem with garch (tseries) forgot to attach the data michael mathews Problem with garch (tseries)
Wednesday, August 16, 2006 2 emails
Achim Zeileis how to fit arma(1,1)? Tom Boonen how to fit arma(1,1)?
Friday, August 11, 2006 1 email
Xiaochen Sun Workshop on Portfolio Optimisation & Stochastic Programming
Thursday, August 10, 2006 1 email
Brian G. Peterson coskewness, cokurtosis, and higher beta co-moments of the return distribution (implemented)
Tuesday, August 8, 2006 1 email
John Janmaat NLS and IV
Sunday, August 6, 2006 3 emails
Gabor Grothendieck Elementary zoo question Gabor Grothendieck Elementary zoo question Ajay Shah Elementary zoo question
Friday, August 4, 2006 7 emails
Brian G. Peterson Modified Cornish-Fisher VaR Guy Yollin tradestation & R Dirk Eddelbuettel tradestation & R Neil Eastep tradestation & R Neil Eastep tradestation & R Gabor Grothendieck plotting zoo objects Øyvind Foshaug plotting zoo objects
Thursday, August 3, 2006 2 emails
Brian G. Peterson Multivariate GARCH with only univariate estimation Hannu Kahra Multivariate GARCH with only univariate estimation
Tuesday, August 1, 2006 1 email
Edward McNeil Multivariate GARCH with only univariate estimation